IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v265y2015icp494-508.html
   My bibliography  Save this article

Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming

Author

Listed:
  • Alzalg, Baha

Abstract

Ariyawansa and Zhu (2011) have derived volumetric barrier decomposition algorithms for solving two-stage stochastic semidefinite programs and proved polynomial complexity of certain members of the algorithms. In this paper, we utilize their work to derive volumetric barrier decomposition algorithms for solving two-stage stochastic convex quadratic second-order cone programming, and establish polynomial complexity of certain members of the proposed algorithms.

Suggested Citation

  • Alzalg, Baha, 2015. "Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 494-508.
  • Handle: RePEc:eee:apmaco:v:265:y:2015:i:c:p:494-508
    DOI: 10.1016/j.amc.2015.05.014
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S009630031500630X
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2015.05.014?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. F. Maggioni & F. A. Potra & M. I. Bertocchi & E. Allevi, 2009. "Stochastic Second-Order Cone Programming in Mobile Ad Hoc Networks," Journal of Optimization Theory and Applications, Springer, vol. 143(2), pages 309-328, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Baha Alzalg & Khaled Badarneh & Ayat Ababneh, 2019. "An Infeasible Interior-Point Algorithm for Stochastic Second-Order Cone Optimization," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 324-346, April.
    2. Baha Alzalg & Asma Gafour, 2023. "Convergence of a Weighted Barrier Algorithm for Stochastic Convex Quadratic Semidefinite Optimization," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 490-515, February.
    3. Baha Alzalg, 2019. "A primal-dual interior-point method based on various selections of displacement step for symmetric optimization," Computational Optimization and Applications, Springer, vol. 72(2), pages 363-390, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qingsong Duan & Mengwei Xu & Shaoyan Guo & Liwei Zhang, 2018. "Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(05), pages 1-24, October.
    2. Luca Bertazzi & Francesca Maggioni, 2015. "Solution Approaches for the Stochastic Capacitated Traveling Salesmen Location Problem with Recourse," Journal of Optimization Theory and Applications, Springer, vol. 166(1), pages 321-342, July.
    3. Baha Alzalg, 2014. "Homogeneous Self-dual Algorithms for Stochastic Second-Order Cone Programming," Journal of Optimization Theory and Applications, Springer, vol. 163(1), pages 148-164, October.
    4. Francesca Maggioni & Stein Wallace, 2012. "Analyzing the quality of the expected value solution in stochastic programming," Annals of Operations Research, Springer, vol. 200(1), pages 37-54, November.
    5. Min Li & Chao Zhang, 2020. "Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming," Journal of Optimization Theory and Applications, Springer, vol. 186(1), pages 324-343, July.
    6. Baha Alzalg, 2016. "The Algebraic Structure of the Arbitrary-Order Cone," Journal of Optimization Theory and Applications, Springer, vol. 169(1), pages 32-49, April.
    7. Amir Ahmadi-Javid & Pooya Hoseinpour, 2022. "Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2621-2633, September.
    8. Shuang Chen & Li-Ping Pang & Xue-Fei Ma & Dan Li, 2016. "SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 84(1), pages 129-154, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:265:y:2015:i:c:p:494-508. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.